A time-optimal stochastic control problem

DOI10.1080/00207727708942114zbMath0402.49010OpenAlexW1990016488MaRDI QIDQ4186901

Harold Proppe, Boyarski, Abraham

Publication date: 1977

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942114

zbMATH Keywords

Brownian MotionDiffusion ProcessStochastic Attainable SetTime-Optimal Stochastic Control Problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Attainable sets, reachability (93B03) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (3)

Time optimal control to a partial stochastic differential system with pseudo almost periodic coefficients ⋮ Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential ⋮ Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces

This page was built for publication: A time-optimal stochastic control problem